The Kazakhs by Martha Brill Olcott — the definitive English-language account of Kazakh history and society, from the nomadic era through Soviet rule to independence. Dense but authoritative.
Kazakhstan: Unfulfilled Promise by Martha Brill Olcott — a follow-up focused on the post-independence period, examining why Kazakhstan's oil wealth hasn't translated into genuine political reform. Honest and critical.
Apples Are from Kazakhstan by Christopher Robbins — a British journalist's account of traveling through Kazakhstan in the early 2000s. Entertaining and skeptical, it captures the strangeness of the early post-Soviet period and the country's contradictions.
The Silk Roads: A New History by Peter Frankopan — Kazakhstan sits at the heart of this sweeping history of the routes connecting East and West. Essential reading for understanding why Central Asia mattered for so long.
Cattle Car to Kazakhstan by Ruzena Berler — memoir of a Jewish doctor deported by the Soviets during World War II. A human account of the dark chapter when hundreds of thousands of people were forcibly relocated to Kazakhstan from Ukraine, the Caucasus, and elsewhere.
Absurdistan by Gary Shteyngart — fiction, not Kazakhstan specifically, but Shteyngart's darkly comic portrait of post-Soviet Central Asian dysfunction captures something true about the region's contradictions. Good reading for the long train ride to Astana.